-26.3%
APH vs KNX
+67.7%
-94.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +5.1% | -52.9% | -47.9% |
| 7D | -48.7% | +4.5% | -53.2% | -48.8% |
| 30D | -51.9% | +1.7% | -53.6% | -51.8% |
| 3M | -43.6% | -8.1% | -35.4% | -42.6% |
| 6M | -37.5% | +14.0% | -51.6% | -39.0% |
| YTD | -38.6% | +38.5% | -77.1% | -39.4% |
| 1Y | -26.3% | +65.4% | -91.7% | -27.4% |
| All | -26.3% | +67.7% | -94.0% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling